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State of Tennessee, Department of Treasury

State of Tennessee, Department of Treasury Portfolio holdings

AUM $29.8B
1-Year Est. Return 29.48%
This Fund
S&P 500
This Quarter Est. Return
+1.32%
1 Year Est. Return
+29.48%
3 Year Est. Return
+87.58%
5 Year Est. Return
+114.9%
10 Year Est. Return
+444.03%
AUM
$27.6B
AUM Growth
-$891M
Cap. Flow
-$738M
Cap. Flow %
-2.68%
Top 10 Hldgs %
27.4%
Holding
1,811
New
95
Increased
403
Reduced
1,213
Closed
74

Top Buys

Rank Stock Value
1
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$205M
2
MBB icon
iShares MBS ETF
MBB
+$141M
3
VGIT icon
Vanguard Intermediate-Term Treasury ETF
VGIT
+$98M
4
JPST icon
JPMorgan Ultra-Short Income ETF
JPST
+$91.2M
5
SRLN icon
State Street Blackstone Senior Loan ETF
SRLN
+$89.1M

Top Sells

Rank Stock Value
1
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$263M
2
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$112M
3
VNQ icon
Vanguard Real Estate ETF
VNQ
+$88.5M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$73.9M
5
MSFT icon
Microsoft
MSFT
+$51.7M

Sector Composition

Rank Sector Weight
1 Technology 23.39%
2 Financials 11.31%
3 Consumer Discretionary 9.1%
4 Healthcare 7.5%
5 Industrials 6.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AAON icon
626
Aaon
AAON
$7.26B
$3.83M 0.01%
32,563
-6,518
-17% -$799K
ORI icon
627
Old Republic International
ORI
$10.3B
$3.82M 0.01%
105,507
-2,977
-3% -$109K
SMCI icon
628
Super Micro Computer
SMCI
$25.6B
$3.81M 0.01%
124,908
-8,282
-6% -$301K
HOLX
629
DELISTED
Hologic
HOLX
$3.79M 0.01%
52,564
-35,021
-40% -$2.74M
EMN icon
630
Eastman Chemical
EMN
$8.44B
$3.78M 0.01%
41,407
-2,190
-5% -$225K
AIT icon
631
Applied Industrial Technologies
AIT
$13.3B
$3.78M 0.01%
15,764
-444
-3% -$111K
TSEM icon
632
Tower Semiconductor
TSEM
$29.7B
$3.77M 0.01%
+73,233
New +$3.43M
INGR icon
633
Ingredion
INGR
$6.59B
$3.75M 0.01%
27,297
-3,819
-12% -$538K
NLY icon
634
Annaly Capital Management
NLY
$17.6B
$3.75M 0.01%
204,983
-5,785
-3% -$113K
OR icon
635
OR Royalties Inc
OR
$6.2B
$3.75M 0.01%
207,080
-283,800
-58% -$5.52M
SNX icon
636
TD Synnex
SNX
$20.5B
$3.74M 0.01%
31,858
-899
-3% -$108K
TKO icon
637
TKO Group
TKO
$14.7B
$3.72M 0.01%
26,162
-738
-3% -$96.4K
SWKS icon
638
Skyworks Solutions
SWKS
$10.3B
$3.71M 0.01%
41,860
-5,007
-11% -$455K
JXN icon
639
Jackson Financial
JXN
$9.18B
$3.71M 0.01%
42,593
-289
-0.7% -$28.2K
SKX
640
DELISTED
Skechers
SKX
$3.7M 0.01%
54,959
-1,551
-3% -$101K
MTSI icon
641
MACOM Technology Solutions
MTSI
$23.8B
$3.69M 0.01%
28,411
-801
-3% -$101K
WAL icon
642
Western Alliance Bancorporation
WAL
$8.98B
$3.67M 0.01%
43,950
-5,391
-11% -$474K
CCK icon
643
Crown Holdings
CCK
$13B
$3.66M 0.01%
44,252
-1,248
-3% -$114K
ALK icon
644
Alaska Air
ALK
$5.17B
$3.65M 0.01%
56,329
-3,408
-6% -$179K
PEN icon
645
Penumbra
PEN
$12.9B
$3.64M 0.01%
15,320
-432
-3% -$98.2K
FN icon
646
Fabrinet
FN
$20.4B
$3.64M 0.01%
16,534
-5,298
-24% -$1.28M
AFG icon
647
American Financial Group
AFG
$12.1B
$3.64M 0.01%
26,548
-749
-3% -$103K
BLD
648
DELISTED
TopBuild
BLD
$3.63M 0.01%
11,671
-329
-3% -$121K
CR icon
649
Crane Co
CR
$12.6B
$3.63M 0.01%
23,937
-675
-3% -$111K
SGI
650
Somnigroup International
SGI
$13.8B
$3.63M 0.01%
63,994
-1,806
-3% -$96.4K
24 25
26
27 28

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State of Tennessee, Department of Treasury's Q4 2024 Portfolio in Review

As of Q4 2024, State of Tennessee, Department of Treasury held 1,811 positions worth $27.6B, down 3.1% from $28.4B the previous quarter. Its ten largest holdings account for 27% of the portfolio.

State of Tennessee, Department of Treasury's Q4 2024 filing shows 95 new, 403 increased, 1,213 reduced and 74 closed positions. Its largest new stake was iShares 20+ Year Treasury Bond ETF: 2,230,569 shares worth $195M. The largest sale was Vanguard Morningstar Total Stock Market ETF, an estimated $263M.

By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 22% a quarter earlier, followed by Financials and Consumer Discretionary.

  • State of Tennessee, Department of Treasury's largest Q4 2024 buy was iShares 20+ Year Treasury Bond ETF: 2,230,569 shares worth $195M.
  • State of Tennessee, Department of Treasury added most to iShares MBS ETF in Q4 2024, an estimated $141M increase.
  • State of Tennessee, Department of Treasury's biggest Q4 2024 reduction was Vanguard Morningstar Total Stock Market ETF, cutting an estimated $263M.
  • State of Tennessee, Department of Treasury fully exited PIMCO Enhanced Short Maturity Active Exchange-Traded Fund in Q4 2024, selling an estimated $112M.
  • State of Tennessee, Department of Treasury's ten largest holdings make up 27% of its $27.6B portfolio in Q4 2024.
  • State of Tennessee, Department of Treasury opened 95 new positions and closed 74 in Q4 2024.
  • State of Tennessee, Department of Treasury's portfolio value fell 3.1% quarter-over-quarter to $27.6B.

Based on State of Tennessee, Department of Treasury's 13F filing for Q4 2024, filed 13 Feb 2025.